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<div class="title">IpInexactPDSolver.hpp</div>  </div>
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<a href="IpInexactPDSolver_8hpp.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno">    1</span>&#160;<span class="comment">// Copyright (C) 2008 International Business Machines and others.</span></div>
<div class="line"><a name="l00002"></a><span class="lineno">    2</span>&#160;<span class="comment">// All Rights Reserved.</span></div>
<div class="line"><a name="l00003"></a><span class="lineno">    3</span>&#160;<span class="comment">// This code is published under the Eclipse Public License.</span></div>
<div class="line"><a name="l00004"></a><span class="lineno">    4</span>&#160;<span class="comment">//</span></div>
<div class="line"><a name="l00005"></a><span class="lineno">    5</span>&#160;<span class="comment">// Authors:  Andreas Waechter            IBM    2008-09-09</span></div>
<div class="line"><a name="l00006"></a><span class="lineno">    6</span>&#160; </div>
<div class="line"><a name="l00007"></a><span class="lineno">    7</span>&#160;<span class="preprocessor">#ifndef __IPINEXACTPDSOLVER_HPP__</span></div>
<div class="line"><a name="l00008"></a><span class="lineno">    8</span>&#160;<span class="preprocessor">#define __IPINEXACTPDSOLVER_HPP__</span></div>
<div class="line"><a name="l00009"></a><span class="lineno">    9</span>&#160; </div>
<div class="line"><a name="l00010"></a><span class="lineno">   10</span>&#160;<span class="preprocessor">#include &quot;<a class="code" href="IpAlgStrategy_8hpp.html">IpAlgStrategy.hpp</a>&quot;</span></div>
<div class="line"><a name="l00011"></a><span class="lineno">   11</span>&#160;<span class="preprocessor">#include &quot;<a class="code" href="IpAugSystemSolver_8hpp.html">IpAugSystemSolver.hpp</a>&quot;</span></div>
<div class="line"><a name="l00012"></a><span class="lineno">   12</span>&#160;<span class="preprocessor">#include &quot;<a class="code" href="IpPDPerturbationHandler_8hpp.html">IpPDPerturbationHandler.hpp</a>&quot;</span></div>
<div class="line"><a name="l00013"></a><span class="lineno">   13</span>&#160;<span class="preprocessor">#include &quot;<a class="code" href="IpInexactCq_8hpp.html">IpInexactCq.hpp</a>&quot;</span></div>
<div class="line"><a name="l00014"></a><span class="lineno">   14</span>&#160; </div>
<div class="line"><a name="l00015"></a><span class="lineno">   15</span>&#160;<span class="keyword">namespace </span><a class="code" href="namespaceIpopt.html">Ipopt</a></div>
<div class="line"><a name="l00016"></a><span class="lineno">   16</span>&#160;{</div>
<div class="line"><a name="l00017"></a><span class="lineno">   17</span>&#160; </div>
<div class="line"><a name="l00023"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html">   23</a></span>&#160;<span class="keyword">class </span><a class="code" href="classIpopt_1_1InexactPDSolver.html">InexactPDSolver</a>: <span class="keyword">public</span> <a class="code" href="classIpopt_1_1AlgorithmStrategyObject.html">AlgorithmStrategyObject</a></div>
<div class="line"><a name="l00024"></a><span class="lineno">   24</span>&#160;{</div>
<div class="line"><a name="l00025"></a><span class="lineno">   25</span>&#160;<span class="keyword">public</span>:</div>
<div class="line"><a name="l00027"></a><span class="lineno">   27</span>&#160; </div>
<div class="line"><a name="l00031"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#a980c16e3eb901a74a0f7411bf96881c1">   31</a></span>&#160;   <a class="code" href="classIpopt_1_1InexactPDSolver.html#a980c16e3eb901a74a0f7411bf96881c1">InexactPDSolver</a>(</div>
<div class="line"><a name="l00032"></a><span class="lineno">   32</span>&#160;      <a class="code" href="classIpopt_1_1AugSystemSolver.html">AugSystemSolver</a>&amp;       augSysSolver,</div>
<div class="line"><a name="l00033"></a><span class="lineno">   33</span>&#160;      <a class="code" href="classIpopt_1_1PDPerturbationHandler.html">PDPerturbationHandler</a>&amp; perturbHandler</div>
<div class="line"><a name="l00034"></a><span class="lineno">   34</span>&#160;   );</div>
<div class="line"><a name="l00035"></a><span class="lineno">   35</span>&#160; </div>
<div class="line"><a name="l00037"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#a753c130bc904eac4c4b4eefcefd83a93">   37</a></span>&#160;   <span class="keyword">virtual</span> <a class="code" href="classIpopt_1_1InexactPDSolver.html#a753c130bc904eac4c4b4eefcefd83a93">~InexactPDSolver</a>();</div>
<div class="line"><a name="l00039"></a><span class="lineno">   39</span>&#160; </div>
<div class="line"><a name="l00040"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#aab927b8bd5688eee5c4780e38f706279">   40</a></span>&#160;   <span class="keywordtype">bool</span> <a class="code" href="classIpopt_1_1InexactPDSolver.html#aab927b8bd5688eee5c4780e38f706279">InitializeImpl</a>(</div>
<div class="line"><a name="l00041"></a><span class="lineno">   41</span>&#160;      <span class="keyword">const</span> <a class="code" href="classIpopt_1_1OptionsList.html">OptionsList</a>&amp; options,</div>
<div class="line"><a name="l00042"></a><span class="lineno">   42</span>&#160;      <span class="keyword">const</span> std::string&amp; prefix</div>
<div class="line"><a name="l00043"></a><span class="lineno">   43</span>&#160;   );</div>
<div class="line"><a name="l00044"></a><span class="lineno">   44</span>&#160; </div>
<div class="line"><a name="l00047"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#add4de668e7e7d8917f81ba92252e3134">   47</a></span>&#160;   <span class="keyword">virtual</span> <span class="keywordtype">bool</span> <a class="code" href="classIpopt_1_1InexactPDSolver.html#add4de668e7e7d8917f81ba92252e3134">Solve</a>(</div>
<div class="line"><a name="l00048"></a><span class="lineno">   48</span>&#160;      <span class="keyword">const</span> <a class="code" href="classIpopt_1_1IteratesVector.html">IteratesVector</a>&amp; rhs,</div>
<div class="line"><a name="l00049"></a><span class="lineno">   49</span>&#160;      <a class="code" href="classIpopt_1_1IteratesVector.html">IteratesVector</a>&amp;       sol</div>
<div class="line"><a name="l00050"></a><span class="lineno">   50</span>&#160;   );</div>
<div class="line"><a name="l00051"></a><span class="lineno">   51</span>&#160; </div>
<div class="line"><a name="l00052"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#a001f7c31ab64f3720b5aa930892507cf">   52</a></span>&#160;   <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="classIpopt_1_1InexactPDSolver.html#a001f7c31ab64f3720b5aa930892507cf">RegisterOptions</a>(</div>
<div class="line"><a name="l00053"></a><span class="lineno">   53</span>&#160;      <a class="code" href="classIpopt_1_1SmartPtr.html">SmartPtr&lt;RegisteredOptions&gt;</a> roptions</div>
<div class="line"><a name="l00054"></a><span class="lineno">   54</span>&#160;   );</div>
<div class="line"><a name="l00055"></a><span class="lineno">   55</span>&#160; </div>
<div class="line"><a name="l00056"></a><span class="lineno">   56</span>&#160;<span class="keyword">private</span>:</div>
<div class="line"><a name="l00066"></a><span class="lineno">   66</span>&#160; </div>
<div class="line"><a name="l00068"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#a09d510d5044ecf3fe7765ea18843e522">   68</a></span>&#160;   <a class="code" href="classIpopt_1_1InexactPDSolver.html#a09d510d5044ecf3fe7765ea18843e522">InexactPDSolver</a>();</div>
<div class="line"><a name="l00070"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#a6b8e2567861d6be9abd1b75e764be6ff">   70</a></span>&#160;   <a class="code" href="classIpopt_1_1InexactPDSolver.html">InexactPDSolver</a>&amp; <a class="code" href="classIpopt_1_1InexactPDSolver.html#a6b8e2567861d6be9abd1b75e764be6ff">operator=</a>(</div>
<div class="line"><a name="l00071"></a><span class="lineno">   71</span>&#160;      <span class="keyword">const</span> <a class="code" href="classIpopt_1_1InexactPDSolver.html">InexactPDSolver</a>&amp;</div>
<div class="line"><a name="l00072"></a><span class="lineno">   72</span>&#160;   );</div>
<div class="line"><a name="l00074"></a><span class="lineno">   74</span>&#160; </div>
<div class="line"><a name="l00076"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#a25243da006a36f8188dc85997287bf25">   76</a></span>&#160;   <a class="code" href="classIpopt_1_1InexactData.html">InexactData</a>&amp; <a class="code" href="classIpopt_1_1InexactPDSolver.html#a25243da006a36f8188dc85997287bf25">InexData</a>()</div>
<div class="line"><a name="l00077"></a><span class="lineno">   77</span>&#160;   {</div>
<div class="line"><a name="l00078"></a><span class="lineno">   78</span>&#160;      <a class="code" href="classIpopt_1_1InexactData.html">InexactData</a>&amp; inexact_data = <span class="keyword">static_cast&lt;</span><a class="code" href="classIpopt_1_1InexactData.html">InexactData</a>&amp;<span class="keyword">&gt;</span>(<a class="code" href="classIpopt_1_1AlgorithmStrategyObject.html#a8b39e20ef00543ac41de1e4bb8a75930">IpData</a>().<a class="code" href="classIpopt_1_1IpoptData.html#a9b8dbecac8cb57d39fc8f403b662526e">AdditionalData</a>());</div>
<div class="line"><a name="l00079"></a><span class="lineno">   79</span>&#160;      <a class="code" href="IpDebug_8hpp.html#a346733cd6806024295f8c3564071d021">DBG_ASSERT</a>(<span class="keyword">dynamic_cast&lt;</span><a class="code" href="classIpopt_1_1InexactData.html">InexactData</a>*<span class="keyword">&gt;</span>(&amp;<a class="code" href="classIpopt_1_1AlgorithmStrategyObject.html#a8b39e20ef00543ac41de1e4bb8a75930">IpData</a>().AdditionalData()));</div>
<div class="line"><a name="l00080"></a><span class="lineno">   80</span>&#160;      <span class="keywordflow">return</span> inexact_data;</div>
<div class="line"><a name="l00081"></a><span class="lineno">   81</span>&#160;   }</div>
<div class="line"><a name="l00082"></a><span class="lineno">   82</span>&#160; </div>
<div class="line"><a name="l00084"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#a92f87b0f4a98ec71628c1c03b79950eb">   84</a></span>&#160;   <a class="code" href="classIpopt_1_1InexactCq.html">InexactCq</a>&amp; <a class="code" href="classIpopt_1_1InexactPDSolver.html#a92f87b0f4a98ec71628c1c03b79950eb">InexCq</a>()</div>
<div class="line"><a name="l00085"></a><span class="lineno">   85</span>&#160;   {</div>
<div class="line"><a name="l00086"></a><span class="lineno">   86</span>&#160;      <a class="code" href="classIpopt_1_1InexactCq.html">InexactCq</a>&amp; inexact_cq = <span class="keyword">static_cast&lt;</span><a class="code" href="classIpopt_1_1InexactCq.html">InexactCq</a>&amp;<span class="keyword">&gt;</span>(<a class="code" href="classIpopt_1_1AlgorithmStrategyObject.html#aa597d0c5c9f01cb0f3970f49fea8a730">IpCq</a>().<a class="code" href="classIpopt_1_1IpoptCalculatedQuantities.html#a7218b47caa7b1045b5689235070f3404">AdditionalCq</a>());</div>
<div class="line"><a name="l00087"></a><span class="lineno">   87</span>&#160;      <a class="code" href="IpDebug_8hpp.html#a346733cd6806024295f8c3564071d021">DBG_ASSERT</a>(<span class="keyword">dynamic_cast&lt;</span><a class="code" href="classIpopt_1_1InexactCq.html">InexactCq</a>*<span class="keyword">&gt;</span>(&amp;<a class="code" href="classIpopt_1_1AlgorithmStrategyObject.html#aa597d0c5c9f01cb0f3970f49fea8a730">IpCq</a>().AdditionalCq()));</div>
<div class="line"><a name="l00088"></a><span class="lineno">   88</span>&#160;      <span class="keywordflow">return</span> inexact_cq;</div>
<div class="line"><a name="l00089"></a><span class="lineno">   89</span>&#160;   }</div>
<div class="line"><a name="l00090"></a><span class="lineno">   90</span>&#160; </div>
<div class="line"><a name="l00092"></a><span class="lineno">   92</span>&#160; </div>
<div class="line"><a name="l00094"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#a45c73cfd1e23d39956916c1fddcf1df0">   94</a></span>&#160;   <a class="code" href="classIpopt_1_1SmartPtr.html">SmartPtr&lt;AugSystemSolver&gt;</a> <a class="code" href="classIpopt_1_1InexactPDSolver.html#a45c73cfd1e23d39956916c1fddcf1df0">augSysSolver_</a>;</div>
<div class="line"><a name="l00096"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#a4bd60eed77eed18bbbe5298a0fe86954">   96</a></span>&#160;   <a class="code" href="classIpopt_1_1SmartPtr.html">SmartPtr&lt;PDPerturbationHandler&gt;</a> <a class="code" href="classIpopt_1_1InexactPDSolver.html#a4bd60eed77eed18bbbe5298a0fe86954">perturbHandler_</a>;</div>
<div class="line"><a name="l00098"></a><span class="lineno">   98</span>&#160; </div>
<div class="line"><a name="l00102"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#a892f92d55ad6f51bdd2b8951541bbb47">  102</a></span>&#160;   <span class="keywordtype">void</span> <a class="code" href="classIpopt_1_1InexactPDSolver.html#a892f92d55ad6f51bdd2b8951541bbb47">ComputeResiduals</a>(</div>
<div class="line"><a name="l00103"></a><span class="lineno">  103</span>&#160;      <span class="keyword">const</span> <a class="code" href="classIpopt_1_1SymMatrix.html">SymMatrix</a>&amp;      W,</div>
<div class="line"><a name="l00104"></a><span class="lineno">  104</span>&#160;      <span class="keyword">const</span> <a class="code" href="classIpopt_1_1Matrix.html">Matrix</a>&amp;         J_c,</div>
<div class="line"><a name="l00105"></a><span class="lineno">  105</span>&#160;      <span class="keyword">const</span> <a class="code" href="classIpopt_1_1Matrix.html">Matrix</a>&amp;         J_d,</div>
<div class="line"><a name="l00106"></a><span class="lineno">  106</span>&#160;      <span class="keyword">const</span> <a class="code" href="classIpopt_1_1Matrix.html">Matrix</a>&amp;         Pd_L,</div>
<div class="line"><a name="l00107"></a><span class="lineno">  107</span>&#160;      <span class="keyword">const</span> <a class="code" href="classIpopt_1_1Matrix.html">Matrix</a>&amp;         Pd_U,</div>
<div class="line"><a name="l00108"></a><span class="lineno">  108</span>&#160;      <span class="keyword">const</span> <a class="code" href="classIpopt_1_1Vector.html">Vector</a>&amp;         v_L,</div>
<div class="line"><a name="l00109"></a><span class="lineno">  109</span>&#160;      <span class="keyword">const</span> <a class="code" href="classIpopt_1_1Vector.html">Vector</a>&amp;         v_U,</div>
<div class="line"><a name="l00110"></a><span class="lineno">  110</span>&#160;      <span class="keyword">const</span> <a class="code" href="classIpopt_1_1Vector.html">Vector</a>&amp;         slack_s_L,</div>
<div class="line"><a name="l00111"></a><span class="lineno">  111</span>&#160;      <span class="keyword">const</span> <a class="code" href="classIpopt_1_1Vector.html">Vector</a>&amp;         slack_s_U,</div>
<div class="line"><a name="l00112"></a><span class="lineno">  112</span>&#160;      <span class="keyword">const</span> <a class="code" href="classIpopt_1_1Vector.html">Vector</a>&amp;         sigma_s,</div>
<div class="line"><a name="l00113"></a><span class="lineno">  113</span>&#160;      <span class="keyword">const</span> <a class="code" href="classIpopt_1_1IteratesVector.html">IteratesVector</a>&amp; rhs,</div>
<div class="line"><a name="l00114"></a><span class="lineno">  114</span>&#160;      <span class="keyword">const</span> <a class="code" href="classIpopt_1_1IteratesVector.html">IteratesVector</a>&amp; res,</div>
<div class="line"><a name="l00115"></a><span class="lineno">  115</span>&#160;      <a class="code" href="classIpopt_1_1IteratesVector.html">IteratesVector</a>&amp;       resid</div>
<div class="line"><a name="l00116"></a><span class="lineno">  116</span>&#160;   );</div>
<div class="line"><a name="l00117"></a><span class="lineno">  117</span>&#160; </div>
<div class="line"><a name="l00123"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#ac66db5a00432dd6b643e6e03f9a5b8d9">  123</a></span>&#160;   <span class="keywordtype">bool</span> <a class="code" href="classIpopt_1_1InexactPDSolver.html#ac66db5a00432dd6b643e6e03f9a5b8d9">HessianRequiresChange</a>();</div>
<div class="line"><a name="l00124"></a><span class="lineno">  124</span>&#160; </div>
<div class="line"><a name="l00126"></a><span class="lineno">  126</span>&#160; </div>
<div class="line"><a name="l00128"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#a5714f058980c834fbe690a0d557b09fe">  128</a></span>&#160;   <a class="code" href="namespaceIpopt.html#ab75ce5f2ad60aa86e4dff723998e653f">Number</a> <a class="code" href="classIpopt_1_1InexactPDSolver.html#a5714f058980c834fbe690a0d557b09fe">tcc_psi_</a>;</div>
<div class="line"><a name="l00130"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#ac422d2cca798c88ce1760c68f6fb1987">  130</a></span>&#160;   <a class="code" href="namespaceIpopt.html#ab75ce5f2ad60aa86e4dff723998e653f">Number</a> <a class="code" href="classIpopt_1_1InexactPDSolver.html#ac422d2cca798c88ce1760c68f6fb1987">tcc_theta_</a>;</div>
<div class="line"><a name="l00133"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#af1fd55adee5028bd81b15de7f921c38c">  133</a></span>&#160;   <a class="code" href="namespaceIpopt.html#ab75ce5f2ad60aa86e4dff723998e653f">Number</a> <a class="code" href="classIpopt_1_1InexactPDSolver.html#af1fd55adee5028bd81b15de7f921c38c">tcc_theta_mu_exponent_</a>;</div>
<div class="line"><a name="l00137"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#a92c4364459781d9342cbf716f3d6a6ea">  137</a></span>&#160;   <span class="keywordtype">bool</span> <a class="code" href="classIpopt_1_1InexactPDSolver.html#a92c4364459781d9342cbf716f3d6a6ea">modify_hessian_with_slacks_</a>;</div>
<div class="line"><a name="l00141"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#a809f47f9d226e0d9ee4e093799df40c7">  141</a></span>&#160;   <a class="code" href="namespaceIpopt.html#a5a4a27f325033a0e5d85a4ebc4038b57">Index</a> <a class="code" href="classIpopt_1_1InexactPDSolver.html#a809f47f9d226e0d9ee4e093799df40c7">inexact_regularization_ls_count_trigger_</a>;</div>
<div class="line"><a name="l00143"></a><span class="lineno">  143</span>&#160; </div>
<div class="line"><a name="l00147"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#a534a1a1bbd2f78dfbcec15fe642569c9">  147</a></span>&#160;   <span class="keywordtype">bool</span> <a class="code" href="classIpopt_1_1InexactPDSolver.html#a534a1a1bbd2f78dfbcec15fe642569c9">is_pardiso_</a>;</div>
<div class="line"><a name="l00148"></a><span class="lineno">  148</span>&#160; </div>
<div class="line"><a name="l00149"></a><span class="lineno"><a class="line" href="classIpopt_1_1InexactPDSolver.html#abb525f91b087700b6f1ae79ae92a6394">  149</a></span>&#160;   <a class="code" href="namespaceIpopt.html#a5a4a27f325033a0e5d85a4ebc4038b57">Index</a> <a class="code" href="classIpopt_1_1InexactPDSolver.html#abb525f91b087700b6f1ae79ae92a6394">last_info_ls_count_</a>;</div>
<div class="line"><a name="l00150"></a><span class="lineno">  150</span>&#160;};</div>
<div class="line"><a name="l00151"></a><span class="lineno">  151</span>&#160; </div>
<div class="line"><a name="l00152"></a><span class="lineno">  152</span>&#160;} <span class="comment">// namespace Ipopt</span></div>
<div class="line"><a name="l00153"></a><span class="lineno">  153</span>&#160; </div>
<div class="line"><a name="l00154"></a><span class="lineno">  154</span>&#160;<span class="preprocessor">#endif</span></div>
</div><!-- fragment --></div><!-- contents -->
</div><!-- doc-content -->
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_a809f47f9d226e0d9ee4e093799df40c7"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#a809f47f9d226e0d9ee4e093799df40c7">Ipopt::InexactPDSolver::inexact_regularization_ls_count_trigger_</a></div><div class="ttdeci">Index inexact_regularization_ls_count_trigger_</div><div class="ttdoc">Threshold on line search evaluation count to trigger Hessian modification.</div><div class="ttdef"><b>Definition:</b> <a href="IpInexactPDSolver_8hpp_source.html#l00141">IpInexactPDSolver.hpp:141</a></div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_a001f7c31ab64f3720b5aa930892507cf"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#a001f7c31ab64f3720b5aa930892507cf">Ipopt::InexactPDSolver::RegisterOptions</a></div><div class="ttdeci">static void RegisterOptions(SmartPtr&lt; RegisteredOptions &gt; roptions)</div></div>
<div class="ttc" id="aclassIpopt_1_1AlgorithmStrategyObject_html_aa597d0c5c9f01cb0f3970f49fea8a730"><div class="ttname"><a href="classIpopt_1_1AlgorithmStrategyObject.html#aa597d0c5c9f01cb0f3970f49fea8a730">Ipopt::AlgorithmStrategyObject::IpCq</a></div><div class="ttdeci">IpoptCalculatedQuantities &amp; IpCq() const</div><div class="ttdef"><b>Definition:</b> <a href="IpAlgStrategy_8hpp_source.html#l00150">IpAlgStrategy.hpp:150</a></div></div>
<div class="ttc" id="aIpPDPerturbationHandler_8hpp_html"><div class="ttname"><a href="IpPDPerturbationHandler_8hpp.html">IpPDPerturbationHandler.hpp</a></div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_ac66db5a00432dd6b643e6e03f9a5b8d9"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#ac66db5a00432dd6b643e6e03f9a5b8d9">Ipopt::InexactPDSolver::HessianRequiresChange</a></div><div class="ttdeci">bool HessianRequiresChange()</div><div class="ttdoc">Method for checking if the Hessian matrix has to be modified.</div></div>
<div class="ttc" id="aclassIpopt_1_1PDPerturbationHandler_html"><div class="ttname"><a href="classIpopt_1_1PDPerturbationHandler.html">Ipopt::PDPerturbationHandler</a></div><div class="ttdoc">Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual...</div><div class="ttdef"><b>Definition:</b> <a href="IpPDPerturbationHandler_8hpp_source.html#l00023">IpPDPerturbationHandler.hpp:24</a></div></div>
<div class="ttc" id="aIpInexactCq_8hpp_html"><div class="ttname"><a href="IpInexactCq_8hpp.html">IpInexactCq.hpp</a></div></div>
<div class="ttc" id="aclassIpopt_1_1InexactData_html"><div class="ttname"><a href="classIpopt_1_1InexactData.html">Ipopt::InexactData</a></div><div class="ttdoc">Class to organize all the additional data required by the Chen-Goldfarb penalty function algorithm.</div><div class="ttdef"><b>Definition:</b> <a href="IpInexactData_8hpp_source.html#l00018">IpInexactData.hpp:19</a></div></div>
<div class="ttc" id="anamespaceIpopt_html"><div class="ttname"><a href="namespaceIpopt.html">Ipopt</a></div><div class="ttdoc">This file contains a base class for all exceptions and a set of macros to help with exceptions.</div><div class="ttdef"><b>Definition:</b> <a href="IpInexactAlgBuilder_8hpp_source.html#l00013">IpInexactAlgBuilder.hpp:14</a></div></div>
<div class="ttc" id="aclassIpopt_1_1Matrix_html"><div class="ttname"><a href="classIpopt_1_1Matrix.html">Ipopt::Matrix</a></div><div class="ttdoc">Matrix Base Class.</div><div class="ttdef"><b>Definition:</b> <a href="IpMatrix_8hpp_source.html#l00027">IpMatrix.hpp:28</a></div></div>
<div class="ttc" id="aclassIpopt_1_1AlgorithmStrategyObject_html_a8b39e20ef00543ac41de1e4bb8a75930"><div class="ttname"><a href="classIpopt_1_1AlgorithmStrategyObject.html#a8b39e20ef00543ac41de1e4bb8a75930">Ipopt::AlgorithmStrategyObject::IpData</a></div><div class="ttdeci">IpoptData &amp; IpData() const</div><div class="ttdef"><b>Definition:</b> <a href="IpAlgStrategy_8hpp_source.html#l00144">IpAlgStrategy.hpp:144</a></div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_ac422d2cca798c88ce1760c68f6fb1987"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#ac422d2cca798c88ce1760c68f6fb1987">Ipopt::InexactPDSolver::tcc_theta_</a></div><div class="ttdeci">Number tcc_theta_</div><div class="ttdoc">theta factor in the tangential component condition</div><div class="ttdef"><b>Definition:</b> <a href="IpInexactPDSolver_8hpp_source.html#l00130">IpInexactPDSolver.hpp:130</a></div></div>
<div class="ttc" id="aIpAugSystemSolver_8hpp_html"><div class="ttname"><a href="IpAugSystemSolver_8hpp.html">IpAugSystemSolver.hpp</a></div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_abb525f91b087700b6f1ae79ae92a6394"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#abb525f91b087700b6f1ae79ae92a6394">Ipopt::InexactPDSolver::last_info_ls_count_</a></div><div class="ttdeci">Index last_info_ls_count_</div><div class="ttdef"><b>Definition:</b> <a href="IpInexactPDSolver_8hpp_source.html#l00149">IpInexactPDSolver.hpp:149</a></div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_a92f87b0f4a98ec71628c1c03b79950eb"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#a92f87b0f4a98ec71628c1c03b79950eb">Ipopt::InexactPDSolver::InexCq</a></div><div class="ttdeci">InexactCq &amp; InexCq()</div><div class="ttdoc">Method to easily access Inexact calculated quantities.</div><div class="ttdef"><b>Definition:</b> <a href="IpInexactPDSolver_8hpp_source.html#l00084">IpInexactPDSolver.hpp:84</a></div></div>
<div class="ttc" id="aclassIpopt_1_1SmartPtr_html"><div class="ttname"><a href="classIpopt_1_1SmartPtr.html">Ipopt::SmartPtr</a></div><div class="ttdoc">Template class for Smart Pointers.</div><div class="ttdef"><b>Definition:</b> <a href="IpSmartPtr_8hpp_source.html#l00164">IpSmartPtr.hpp:165</a></div></div>
<div class="ttc" id="aclassIpopt_1_1IpoptData_html_a9b8dbecac8cb57d39fc8f403b662526e"><div class="ttname"><a href="classIpopt_1_1IpoptData.html#a9b8dbecac8cb57d39fc8f403b662526e">Ipopt::IpoptData::AdditionalData</a></div><div class="ttdeci">IpoptAdditionalData &amp; AdditionalData()</div><div class="ttdoc">Get access to additional data object.</div><div class="ttdef"><b>Definition:</b> <a href="IpIpoptData_8hpp_source.html#l00607">IpIpoptData.hpp:607</a></div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_aab927b8bd5688eee5c4780e38f706279"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#aab927b8bd5688eee5c4780e38f706279">Ipopt::InexactPDSolver::InitializeImpl</a></div><div class="ttdeci">bool InitializeImpl(const OptionsList &amp;options, const std::string &amp;prefix)</div><div class="ttdoc">Implementation of the initialization method that has to be overloaded by for each derived class.</div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_a980c16e3eb901a74a0f7411bf96881c1"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#a980c16e3eb901a74a0f7411bf96881c1">Ipopt::InexactPDSolver::InexactPDSolver</a></div><div class="ttdeci">InexactPDSolver(AugSystemSolver &amp;augSysSolver, PDPerturbationHandler &amp;perturbHandler)</div><div class="ttdoc">Constructor that takes in the Augmented System solver that is to be used inside.</div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_a892f92d55ad6f51bdd2b8951541bbb47"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#a892f92d55ad6f51bdd2b8951541bbb47">Ipopt::InexactPDSolver::ComputeResiduals</a></div><div class="ttdeci">void ComputeResiduals(const SymMatrix &amp;W, const Matrix &amp;J_c, const Matrix &amp;J_d, const Matrix &amp;Pd_L, const Matrix &amp;Pd_U, const Vector &amp;v_L, const Vector &amp;v_U, const Vector &amp;slack_s_L, const Vector &amp;slack_s_U, const Vector &amp;sigma_s, const IteratesVector &amp;rhs, const IteratesVector &amp;res, IteratesVector &amp;resid)</div><div class="ttdoc">Internal function for computing the residual (resid) given the right hand side (rhs) and the solution...</div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_a09d510d5044ecf3fe7765ea18843e522"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#a09d510d5044ecf3fe7765ea18843e522">Ipopt::InexactPDSolver::InexactPDSolver</a></div><div class="ttdeci">InexactPDSolver()</div><div class="ttdoc">Default Constructor.</div></div>
<div class="ttc" id="anamespaceIpopt_html_a5a4a27f325033a0e5d85a4ebc4038b57"><div class="ttname"><a href="namespaceIpopt.html#a5a4a27f325033a0e5d85a4ebc4038b57">Ipopt::Index</a></div><div class="ttdeci">ipindex Index</div><div class="ttdoc">Type of all indices of vectors, matrices etc.</div><div class="ttdef"><b>Definition:</b> <a href="IpTypes_8hpp_source.html#l00020">IpTypes.hpp:20</a></div></div>
<div class="ttc" id="anamespaceIpopt_html_ab75ce5f2ad60aa86e4dff723998e653f"><div class="ttname"><a href="namespaceIpopt.html#ab75ce5f2ad60aa86e4dff723998e653f">Ipopt::Number</a></div><div class="ttdeci">ipnumber Number</div><div class="ttdoc">Type of all numbers.</div><div class="ttdef"><b>Definition:</b> <a href="IpTypes_8hpp_source.html#l00017">IpTypes.hpp:17</a></div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_a4bd60eed77eed18bbbe5298a0fe86954"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#a4bd60eed77eed18bbbe5298a0fe86954">Ipopt::InexactPDSolver::perturbHandler_</a></div><div class="ttdeci">SmartPtr&lt; PDPerturbationHandler &gt; perturbHandler_</div><div class="ttdoc">Pointer to the Perturbation Handler.</div><div class="ttdef"><b>Definition:</b> <a href="IpInexactPDSolver_8hpp_source.html#l00096">IpInexactPDSolver.hpp:96</a></div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_a25243da006a36f8188dc85997287bf25"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#a25243da006a36f8188dc85997287bf25">Ipopt::InexactPDSolver::InexData</a></div><div class="ttdeci">InexactData &amp; InexData()</div><div class="ttdoc">Method to easily access Inexact data.</div><div class="ttdef"><b>Definition:</b> <a href="IpInexactPDSolver_8hpp_source.html#l00076">IpInexactPDSolver.hpp:76</a></div></div>
<div class="ttc" id="aclassIpopt_1_1IpoptCalculatedQuantities_html_a7218b47caa7b1045b5689235070f3404"><div class="ttname"><a href="classIpopt_1_1IpoptCalculatedQuantities.html#a7218b47caa7b1045b5689235070f3404">Ipopt::IpoptCalculatedQuantities::AdditionalCq</a></div><div class="ttdeci">IpoptAdditionalCq &amp; AdditionalCq()</div><div class="ttdef"><b>Definition:</b> <a href="IpIpoptCalculatedQuantities_8hpp_source.html#l00667">IpIpoptCalculatedQuantities.hpp:667</a></div></div>
<div class="ttc" id="aclassIpopt_1_1AugSystemSolver_html"><div class="ttname"><a href="classIpopt_1_1AugSystemSolver.html">Ipopt::AugSystemSolver</a></div><div class="ttdoc">Base class for Solver for the augmented system.</div><div class="ttdef"><b>Definition:</b> <a href="IpAugSystemSolver_8hpp_source.html#l00036">IpAugSystemSolver.hpp:37</a></div></div>
<div class="ttc" id="aclassIpopt_1_1AlgorithmStrategyObject_html"><div class="ttname"><a href="classIpopt_1_1AlgorithmStrategyObject.html">Ipopt::AlgorithmStrategyObject</a></div><div class="ttdoc">This is the base class for all algorithm strategy objects.</div><div class="ttdef"><b>Definition:</b> <a href="IpAlgStrategy_8hpp_source.html#l00034">IpAlgStrategy.hpp:35</a></div></div>
<div class="ttc" id="aclassIpopt_1_1SymMatrix_html"><div class="ttname"><a href="classIpopt_1_1SymMatrix.html">Ipopt::SymMatrix</a></div><div class="ttdoc">This is the base class for all derived symmetric matrix types.</div><div class="ttdef"><b>Definition:</b> <a href="IpSymMatrix_8hpp_source.html#l00020">IpSymMatrix.hpp:21</a></div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_a6b8e2567861d6be9abd1b75e764be6ff"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#a6b8e2567861d6be9abd1b75e764be6ff">Ipopt::InexactPDSolver::operator=</a></div><div class="ttdeci">InexactPDSolver &amp; operator=(const InexactPDSolver &amp;)</div><div class="ttdoc">Overloaded Assignment Operator.</div></div>
<div class="ttc" id="aIpAlgStrategy_8hpp_html"><div class="ttname"><a href="IpAlgStrategy_8hpp.html">IpAlgStrategy.hpp</a></div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_add4de668e7e7d8917f81ba92252e3134"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#add4de668e7e7d8917f81ba92252e3134">Ipopt::InexactPDSolver::Solve</a></div><div class="ttdeci">virtual bool Solve(const IteratesVector &amp;rhs, IteratesVector &amp;sol)</div><div class="ttdoc">Solve the primal dual system, given one right hand side.</div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_a5714f058980c834fbe690a0d557b09fe"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#a5714f058980c834fbe690a0d557b09fe">Ipopt::InexactPDSolver::tcc_psi_</a></div><div class="ttdeci">Number tcc_psi_</div><div class="ttdoc">Psi factor in the tangential component condition.</div><div class="ttdef"><b>Definition:</b> <a href="IpInexactPDSolver_8hpp_source.html#l00128">IpInexactPDSolver.hpp:128</a></div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_a92c4364459781d9342cbf716f3d6a6ea"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#a92c4364459781d9342cbf716f3d6a6ea">Ipopt::InexactPDSolver::modify_hessian_with_slacks_</a></div><div class="ttdeci">bool modify_hessian_with_slacks_</div><div class="ttdoc">flag indicating if the Hessian for the (s,s) part should be modified with the slacks instead of the i...</div><div class="ttdef"><b>Definition:</b> <a href="IpInexactPDSolver_8hpp_source.html#l00137">IpInexactPDSolver.hpp:137</a></div></div>
<div class="ttc" id="aIpDebug_8hpp_html_a346733cd6806024295f8c3564071d021"><div class="ttname"><a href="IpDebug_8hpp.html#a346733cd6806024295f8c3564071d021">DBG_ASSERT</a></div><div class="ttdeci">#define DBG_ASSERT(test)</div><div class="ttdef"><b>Definition:</b> <a href="IpDebug_8hpp_source.html#l00028">IpDebug.hpp:27</a></div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html">Ipopt::InexactPDSolver</a></div><div class="ttdoc">This is the implementation of the Primal-Dual System, allowing the usage of an inexact linear solver.</div><div class="ttdef"><b>Definition:</b> <a href="IpInexactPDSolver_8hpp_source.html#l00023">IpInexactPDSolver.hpp:24</a></div></div>
<div class="ttc" id="aclassIpopt_1_1OptionsList_html"><div class="ttname"><a href="classIpopt_1_1OptionsList.html">Ipopt::OptionsList</a></div><div class="ttdoc">This class stores a list of user set options.</div><div class="ttdef"><b>Definition:</b> <a href="IpOptionsList_8hpp_source.html#l00032">IpOptionsList.hpp:33</a></div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_a45c73cfd1e23d39956916c1fddcf1df0"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#a45c73cfd1e23d39956916c1fddcf1df0">Ipopt::InexactPDSolver::augSysSolver_</a></div><div class="ttdeci">SmartPtr&lt; AugSystemSolver &gt; augSysSolver_</div><div class="ttdoc">Pointer to the Solver for the augmented system.</div><div class="ttdef"><b>Definition:</b> <a href="IpInexactPDSolver_8hpp_source.html#l00094">IpInexactPDSolver.hpp:94</a></div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_a753c130bc904eac4c4b4eefcefd83a93"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#a753c130bc904eac4c4b4eefcefd83a93">Ipopt::InexactPDSolver::~InexactPDSolver</a></div><div class="ttdeci">virtual ~InexactPDSolver()</div><div class="ttdoc">Destructor.</div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_a534a1a1bbd2f78dfbcec15fe642569c9"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#a534a1a1bbd2f78dfbcec15fe642569c9">Ipopt::InexactPDSolver::is_pardiso_</a></div><div class="ttdeci">bool is_pardiso_</div><div class="ttdoc">flag indicating if we are dealing with the Pardiso solver (temporary)</div><div class="ttdef"><b>Definition:</b> <a href="IpInexactPDSolver_8hpp_source.html#l00147">IpInexactPDSolver.hpp:147</a></div></div>
<div class="ttc" id="aclassIpopt_1_1InexactPDSolver_html_af1fd55adee5028bd81b15de7f921c38c"><div class="ttname"><a href="classIpopt_1_1InexactPDSolver.html#af1fd55adee5028bd81b15de7f921c38c">Ipopt::InexactPDSolver::tcc_theta_mu_exponent_</a></div><div class="ttdeci">Number tcc_theta_mu_exponent_</div><div class="ttdoc">mu exponent when multiplied to theta in the tangential component condition</div><div class="ttdef"><b>Definition:</b> <a href="IpInexactPDSolver_8hpp_source.html#l00133">IpInexactPDSolver.hpp:133</a></div></div>
<div class="ttc" id="aclassIpopt_1_1Vector_html"><div class="ttname"><a href="classIpopt_1_1Vector.html">Ipopt::Vector</a></div><div class="ttdoc">Vector Base Class.</div><div class="ttdef"><b>Definition:</b> <a href="IpVector_8hpp_source.html#l00047">IpVector.hpp:48</a></div></div>
<div class="ttc" id="aclassIpopt_1_1InexactCq_html"><div class="ttname"><a href="classIpopt_1_1InexactCq.html">Ipopt::InexactCq</a></div><div class="ttdoc">Class for all Chen-Goldfarb penalty method specific calculated quantities.</div><div class="ttdef"><b>Definition:</b> <a href="IpInexactCq_8hpp_source.html#l00020">IpInexactCq.hpp:21</a></div></div>
<div class="ttc" id="aclassIpopt_1_1IteratesVector_html"><div class="ttname"><a href="classIpopt_1_1IteratesVector.html">Ipopt::IteratesVector</a></div><div class="ttdoc">Specialized CompoundVector class specifically for the algorithm iterates.</div><div class="ttdef"><b>Definition:</b> <a href="IpIteratesVector_8hpp_source.html#l00025">IpIteratesVector.hpp:26</a></div></div>
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